+42.2%
EQIX vs COMP
-17.6%
+59.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.7% | -9.2% | +0.3% |
| 7D | -0.1% | +13.4% | -13.5% | -1.6% |
| 30D | -1.8% | +11.1% | -12.9% | -3.3% |
| 3M | -3.4% | -18.8% | +15.5% | -1.4% |
| 6M | -6.0% | +10.5% | -16.5% | -8.3% |
| YTD | +34.2% | -3.4% | +37.6% | +31.2% |
| 1Y | +26.2% | +19.7% | +6.6% | +19.7% |
| 3Y | +41.7% | +381.6% | -339.9% | +5.1% |
| All | +42.2% | -17.6% | +59.8% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling